Bed bugs are not afraid to hitch a ride. If you have bed bugs chances are the reason you have them is because they traveled from somewhere else. Bed bugs can travel in your luggage, your laundry basket, your purse your backpack or even on you. They will immediately seek any soft place to burrow into. This is often the bed but not always. At times they will also live on couches or chairs, they might even live for a while on whatever item they traveled into your house on. Contrary to popular belief, bed bugs are not a sanitation issue and they do not carry diseases.
They are still pesky to have around and you don't want to be covered in their bites but you should not freak out if you do end up having them. Bed bugs were once thought to only be eradicated by actually burning the items they live on however there is a steam cleaning technique that can get ri of them. Ask for the help of a professional exterminator.